Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
27.05.2016 | 0.91% | 54.08 | 54.58 | 20'000 | 20'000 | 20'000 | 20'000 | 10'897 | 10'997 | 100.00% | 100.00% |
26.05.2016 | 0.92% | 54.89 | 55.39 | 20'000 | 20'000 | 20'000 | 20'000 | 10'874 | 10'974 | 100.00% | 100.00% |
25.05.2016 | 0.79% | 53.75 | 54.25 | 20'000 | 20'000 | 49'508 | 49'508 | 26'686 | 26'890 | 80.03% | 80.03% |
24.05.2016 | 1.61% | 54.08 | 54.88 | 60'000 | 60'000 | 60'000 | 60'000 | 32'030 | 32'550 | 86.43% | 86.43% |
23.05.2016 | 1.78% | 52.25 | 54.25 | 60'000 | 60'000 | 58'879 | 60'000 | 31'921 | 33'179 | 77.99% | 78.00% |
20.05.2016 | 0.87% | 77.28 | 78.03 | 60'000 | 60'000 | 60'000 | 60'000 | 51'378 | 51'828 | 72.70% | 72.70% |
19.05.2016 | 0.84% | 91.02 | 91.77 | 60'000 | 60'000 | 43'966 | 60'000 | 39'389 | 54'105 | 100.00% | 100.00% |
18.05.2016 | 0.86% | 85.78 | 86.53 | 60'000 | 60'000 | 60'911 | 59'168 | 52'613 | 51'546 | 99.65% | 99.65% |
17.05.2016 | 0.89% | 79.56 | 80.31 | 35'000 | 60'000 | 46'599 | 59'896 | 39'175 | 50'643 | 99.41% | 99.41% |